reorganization

src/SolverInterface/Conic.jl

@@ -8,143 +8,3 @@ export AbstractConicModel
     getdual
     supportedcones
 end
-
-type LPQPtoConicBridge <: AbstractConicModel
-    lpqpmodel::AbstractLinearQuadraticModel
-    c
-    A
-    b
-    constr_cones
-    var_cones
-end
-
-LPQPtoConicBridge(m::AbstractLinearQuadraticModel) = LPQPtoConicBridge(m, nothing, nothing, nothing, nothing, nothing)
-
-export LPQPtoConicBridge
-
-# To transform Conic problems into LinearQuadratic problems
-function loadproblem!(m::LPQPtoConicBridge, c, A, b, constr_cones, var_cones)
-    m.c = c
-    m.A = A
-    m.b = b
-    m.constr_cones = constr_cones
-    m.var_cones = var_cones
-
-    # Conic form        LP form
-    # min  c'x          min      c'x
-    #  st b-Ax ∈ K_1     st lb <= Ax <= b
-    #        x ∈ K_2         l <=  x <= u
-
-    # If a cone is anything other than [:Free,:Zero,:NonNeg,:NonPos,:SOC], give up.
-    bad_cones = [:SOCRotated, :SDP, :ExpPrimal, :ExpDual]
-    # for each SOC affine constraint, we need to add auxiliary variables
-    num_orig = length(c)
-    num_aux = 0
-    linconstr_coneidx = Int[]
-    linconstr_idx = Int[]
-    socconstr_idx = Int[]
-    for i in 1:length(constr_cones)
-        cone, idxs = constr_cones[i]
-        cone in bad_cones && error("Cone type $(cone) not supported")
-        if cone == :SOC
-            num_aux += length(idxs)
-            append!(socconstr_idx, idxs)
-        else
-            push!(linconstr_coneidx, i)
-            if isa(idxs,Number)
-                push!(linconstr_idx, idxs)
-            else
-                append!(linconstr_idx, idxs)
-            end
-        end
-    end
-    @assert num_aux == length(socconstr_idx)
-    for (cone,idxs) in var_cones
-        cone in bad_cones && error("Cone type $(cone) not supported")
-    end
-
-    c = vcat(c,zeros(num_aux))
-    # Variable bounds
-    l = fill(-Inf, length(c))
-    u = fill(Inf, length(c))
-    for (cone,idxs) in var_cones
-        if cone != :SOC
-            cone_l = (cone == :Free || cone == :NonPos) ? -Inf : 0.0
-            cone_u = (cone == :Free || cone == :NonNeg) ?  Inf : 0.0
-            for idx in idxs
-                l[idx] = cone_l
-                u[idx] = cone_u
-            end
-        else
-            l[idxs[1]] = 0
-        end
-    end
-
-    # set bounds for auxiliary variables
-    k = 1
-    for (cone,idx) in constr_cones
-        if cone == :SOC
-            l[num_orig + k] = 0
-            k += length(idx)
-        end
-    end
-
-    # matrix for linear constraints
-    Alin = A[linconstr_idx,:]
-
-
-    # Linear constraint bounds
-    lb = Array(Float64,length(linconstr_idx))
-    ub = Array(Float64,length(linconstr_idx))
-    k = 1
-    for (cone,idxs) in constr_cones
-        if cone != :SOC
-            # :Zero         b - Ax = s == 0 -> Ax == b
-            # :NonPos       b - Ax = s <= 0 -> Ax >= b
-            # :NonNeg       b - Ax = s >= 0 -> Ax <= b
-            # :Free         b - Ax = s free ->  free
-            for idx in idxs
-                lb[k] = (cone == :Zero || cone == :NonPos) ? b[idx] : -Inf
-                ub[k] = (cone == :Zero || cone == :NonNeg) ? b[idx] :  Inf
-                k += 1
-            end
-        end
-    end
-
-    if num_aux > 0
-        Aaux = A[socconstr_idx,:]
-        # linear constraints for aux variables
-        # for each ||b - Ax|| <= c - d^Tx,
-        # introduce y = b - Ax, z = c-d^Tx, and say
-        # y^Ty <= z^2.
-        # Ax + y = b, so we just need to append some identity columns
-        Alin = [ Alin spzeros(length(linconstr_idx),num_aux)
-        Aaux speye(num_aux) ]
-        lbaux = b[socconstr_idx]
-        ubaux = lbaux
-        lb = [lb; lbaux]
-        ub = [ub; ubaux]
-    end
-
-    loadproblem!(m.lpqpmodel, Alin, l, u, c, lb, ub, :Min)
-
-    # Add conic constraints
-
-    for (cone, idx) in var_cones
-        cone == :SOC || continue
-        addquadconstr!(m.lpqpmodel, Int[], Float64[], vcat(idx), vcat(idx), [-1.0; ones(length(idx)-1)], '<', 0.0)
-    end
-
-    k = 1
-    for (cone,idx) in constr_cones
-        cone == :SOC || continue
-        idx1 = num_orig + k
-        idxrest = (num_orig+k+1):(num_orig+k+length(idx)-1)
-        addquadconstr!(m.lpqpmodel, Int[], Float64[], [idx1; idxrest], [idx1; idxrest], [-1.0;ones(length(idxrest))], '<', 0.0)
-        k += length(idx)
-    end
-end
-
-for f in [:optimize!, :status, :getsolution, :getobjval, :getreducedcosts]
-    @eval $f(model::LPQPtoConicBridge) = $f(model.lpqpmodel)
-end